[Add]增加火币交易接口的代理功能

vnpy/api/huobi/vnhuobi.py

@@ -93,6 +93,8 @@ class TradeApi(object):
         if mode:
             self.mode = mode
             
+        self.proxies = {}
+        
         return True
         
     #----------------------------------------------------------------------
@@ -250,7 +252,7 @@ class TradeApi(object):
         path = '/v1/common/timestamp'
         params = {}
         func = self.apiGet
-        callback = self.onGetCurrencys
+        callback = self.onGetTimestamp
         
         return self.addReq(path, params, func, callback) 
     
@@ -512,12 +514,17 @@ class DataApi(object):
                 break
         
     #----------------------------------------------------------------------
-    def connect(self, url):
+    def connect(self, url, proxyHost='', proxyPort=0):
         """连接"""
         self.url = url
         
         try:
+            if not proxyHost:
                 self.ws = create_connection(self.url)
+            else:
+                self.ws = create_connection(self.url, 
+                                            http_proxy_host=proxyHost, 
+                                            http_proxy_port=proxyPort)
             
             self.active = True
             self.thread.start()

vnpy/trader/gateway/huobiGateway/HUOBI_connect.json

@@ -2,5 +2,7 @@
 	"exchange": "hadax",
 	"accessKey": "请在火币申请",
 	"secretKey": "请在火币申请",
-	"symbols": ["aaceth"]
+	"symbols": ["aaceth"],
+	"proxyHost": "127.0.0.1",
+	"proxyPort": 1080
 }

vnpy/trader/gateway/huobiGateway/huobiGateway.py

@@ -75,6 +75,8 @@ class HuobiGateway(VtGateway):
             accessKey = str(setting['accessKey'])
             secretKey = str(setting['secretKey'])
             symbols = setting['symbols']
+            proxyHost = str(setting['proxyHost'])
+            proxyPort = int(setting['proxyPort'])
         except KeyError:
             log = VtLogData()
             log.gatewayName = self.gatewayName
@@ -83,7 +85,7 @@ class HuobiGateway(VtGateway):
             return            
         
         # 创建行情和交易接口对象
-        self.dataApi.connect(exchange)
+        self.dataApi.connect(exchange, proxyHost, proxyPort)
         self.tradeApi.connect(exchange, accessKey, secretKey, symbols)
         
         # 初始化并启动查询
@@ -180,13 +182,16 @@ class HuobiDataApi(DataApi):
         self.subscribeDict = {}
         
     #----------------------------------------------------------------------
-    def connect(self, exchange):
+    def connect(self, exchange, proxyHost, proxyPort):
         """连接服务器"""
         if exchange == 'huobi':
             url = 'wss://api.huobi.pro/ws'
         else:
             url = 'wss://api.hadax.com/ws'
         
+        if proxyHost:
+            self.connectionStatus = super(HuobiDataApi, self).connect(url, proxyHost, proxyPort)
+        else:
             self.connectionStatus = super(HuobiDataApi, self).connect(url)
         self.gateway.mdConnected = True
         
@@ -360,6 +365,7 @@ class HuobiTradeApi(TradeApi):
             self.start()
             self.writeLog(u'交易服务器连接成功')
             
+            self.getTimestamp()
             self.getSymbols()
 
     #----------------------------------------------------------------------
@@ -473,7 +479,9 @@ class HuobiTradeApi(TradeApi):
     #----------------------------------------------------------------------
     def onGetTimestamp(self, data, reqid):
         """查询时间回调"""
-        print reqid, data    
+        event = Event(EVENT_LOG+'Time')
+        event.dict_['data'] = datetime.fromtimestamp(data/1000)
+        self.gateway.eventEngine.put(event)
         
     #----------------------------------------------------------------------
     def onGetAccounts(self, data, reqid):